What I found works better than pen and paper is a cell phone. You can go into a text message, when you hear the song name, type it in, then save the text message as a draft. Your not sending this to anyone, but if someone gets thrown into you at a show, I think you'd rather want a cell phone going into your chest than a pencil.

Obviously getting the set list itself is the best possible solution... however, I consider myself pretty lucky with getting them and for all the shows I've been too I've only aquired 6 set lists (Symphony X, Blind Guardian, Tesla, Icarus Witch, Twisted Tower Dire, Beyond Fallen), and 1 or 2 of them were asked for.

Documenting your concert can be more involved than just getting a set list. My notebooks contain all kinds of details and memories, some having nothing to do with the actual set list, that provide a lot of color for my write ups.

Often, bands don't announce song titles. When you have to grab lyrics from unfamiliar songs, a notebook comes in very handy.

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Jaco died for our sins so that modern bass players could be free to play more and be heard.